+2,143.9%
FLEX vs GWRE
+793.8%
+1,350.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.8% | +12.2% | +6.4% |
| 7D | +7.0% | -25.6% | +32.5% | +14.3% |
| 30D | -5.8% | -12.2% | +6.4% | -4.0% |
| 3M | -24.2% | +17.7% | -41.9% | -30.6% |
| 6M | +90.8% | -11.3% | +102.1% | +85.2% |
| YTD | +89.2% | -25.5% | +114.7% | +92.7% |
| 1Y | +104.7% | -42.8% | +147.5% | +128.2% |
| 3Y | +478.1% | +59.0% | +419.1% | +325.6% |
| 5Y | +726.2% | +21.6% | +704.6% | +549.1% |
| 10Y | +1,060.6% | +139.2% | +921.4% | +638.7% |
| All | +2,143.9% | +793.8% | +1,350.1% | +1,152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling